distributions and expected value

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Distributions and expected value. Onur DOĞAN. Random Variable. Random Variable. Let S be the sample space for an experiment. A real-valued function that is defined on S is called a random variable. Distributions Probability Distributions. Discrete Distributions. Example 1. - PowerPoint PPT Presentation

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Page 1: Distributions and expected value

Onur DOĞAN

Page 2: Distributions and expected value

Random Variable. Let S be the sample space for an experiment. A real-valued function that is defined on S is called a random variable.

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Distributions Probability Distributions

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Let 4 coins tossed, and let X be the number of heads that are obtained. Let us find the distributions of that experiment.

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Bernoulli Distribution/Random Variable.

A random variable Z that takes only two values 0 and 1 with Pr(Z = 1) = p has the Bernoulli distribution with parameter p.

We also say that Z is a Bernoulli random variable with parameter p.

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Let a ≤ b be integers. Suppose that the value of a random variable X is equally likely to be each of the integers a, . . . , b. Then we say that X has the uniform distribution on the integers a, . . . , b.

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Continuous Distribution/Random Variable. We say that a random variable X has a continuous distribution or that X is a continuous random variable if there exists a nonnegative function f , defined on the real line, such that for every interval of real numbers (bounded or unbounded), the probability that X takes a value in the interval is the integral of f over the interval.

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For each bounded closed interval [a, b],

Similarly;

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A shipment of 8 similar microcomputers to contains 3 defective one. If a school makes a random purchase of 2 of these computers, find the probability distribution for the number of defectives.

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